-50.4%
BIDU vs FLR
+19.7%
-70.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | -8.1% | -3.5% | -4.6% | -7.6% |
| 30D | -12.8% | +4.2% | -17.0% | -13.5% |
| 3M | -21.3% | +8.1% | -29.4% | -22.8% |
| 6M | -27.0% | +21.5% | -48.5% | -30.2% |
| YTD | -30.0% | +36.8% | -66.8% | -34.5% |
| 1Y | -18.3% | +31.2% | -49.5% | -23.2% |
| 3Y | -33.8% | +53.9% | -87.7% | -41.3% |
| 5Y | -44.3% | +243.0% | -287.3% | -57.4% |
| All | -50.4% | +19.7% | -70.1% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling